+20,253.5%
GD vs EXPD
+32,316.9%
-12,063.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -2.0% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +10.5% | +1.8% | +8.7% | +10.2% |
| 3M | -5.0% | +8.9% | -13.9% | -6.5% |
| 6M | +5.5% | +42.2% | -36.7% | -1.3% |
| YTD | +10.3% | +33.4% | -23.0% | +4.1% |
| 1Y | +8.2% | +47.2% | -39.0% | +0.2% |
| 3Y | +59.0% | +81.3% | -22.3% | +40.8% |
| 5Y | +104.3% | +60.2% | +44.1% | +83.1% |
| 10Y | +202.4% | +339.5% | -137.1% | +128.4% |
| All | +20,253.5% | +32,316.9% | -12,063.3% | +13,282.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling